On Cesáro convergence of iterates of the star product of copulas

DOI10.1016/J.SPL.2012.09.025zbMATH Open1282.62148OpenAlexW2039178000MaRDI QIDQ1933754FDOQ1933754

Authors: Wolfgang Trutschnig 

Publication date: 25 January 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.09.025

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zbMATH Keywords

copulaMarkov operatoridempotenceMarkov kernel

Mathematics Subject Classification ID

Convergence of probability measures (60B10) Probability distributions: general theory (60E05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited In (9)

• Dependence measuring from conditional variances
• Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective
• Stochastic monotonicity and the Markov product for copulas
• Characterization of pre-idempotent copulas
• A Markov product for tail dependence functions
• Markov product invariance in classes of bivariate copulas characterized by univariate functions
• Baire category results for exchangeable copulas
• Spatially homogeneous copulas
• Copula-based Markov process

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